Getting a proper so-called "tune" (essentially a re-map of the car's computer software) is far preferred to these add-on boxes... (I'm too tired to go into details at this time, but... if you do a search...)

However: please keep in mind that a general rule-of-thumb with these cars is that if you can't verify that a complete and proper timing belt system change has not been performed in the recent past on any new-to-you TDI, you make sure to have it done ASAP - before you think of any power or cosmetic modifications...